BRSVX vs. VOO
Compare and contrast key facts about Bridgeway Small Cap Value Fund (BRSVX) and Vanguard S&P 500 ETF (VOO).
BRSVX is managed by Bridgeway. It was launched on Oct 31, 2003. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRSVX or VOO.
Key characteristics
| BRSVX | VOO | |
|---|---|---|
| YTD Return | 1.43% | 11.61% |
| 1Y Return | 19.05% | 29.33% |
| 3Y Return (Ann) | 5.87% | 10.04% |
| 5Y Return (Ann) | 17.11% | 15.01% |
| 10Y Return (Ann) | 9.98% | 12.96% |
| Sharpe Ratio | 1.10 | 2.66 |
| Daily Std Dev | 20.24% | 11.60% |
| Max Drawdown | -67.58% | -33.99% |
| Current Drawdown | -0.36% | -0.19% |
Correlation
The correlation between BRSVX and VOO is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BRSVX vs. VOO - Performance Comparison
In the year-to-date period, BRSVX achieves a 1.43% return, which is significantly lower than VOO's 11.61% return. Over the past 10 years, BRSVX has underperformed VOO with an annualized return of 9.98%, while VOO has yielded a comparatively higher 12.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BRSVX vs. VOO - Expense Ratio Comparison
BRSVX has a 0.83% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
BRSVX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridgeway Small Cap Value Fund (BRSVX) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
BRSVX vs. VOO - Dividend Comparison
BRSVX's dividend yield for the trailing twelve months is around 2.60%, more than VOO's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRSVX Bridgeway Small Cap Value Fund | 2.60% | 2.64% | 0.96% | 4.55% | 0.84% | 2.38% | 21.58% | 0.87% | 0.97% | 1.96% | 0.74% | 0.39% |
VOO Vanguard S&P 500 ETF | 1.32% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
BRSVX vs. VOO - Drawdown Comparison
The maximum BRSVX drawdown since its inception was -67.58%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BRSVX and VOO. For additional features, visit the drawdowns tool.
Volatility
BRSVX vs. VOO - Volatility Comparison
Bridgeway Small Cap Value Fund (BRSVX) has a higher volatility of 3.92% compared to Vanguard S&P 500 ETF (VOO) at 3.41%. This indicates that BRSVX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.